Head Resourcing Ltd

1 job(s) at Head Resourcing Ltd

Quantitative Analyst (Front Office, C++) My client, a large financial services client based in London, is looking to hire a Quantitative Analyst (Front Office, C++) on initial 12 month contracts to come in and support the build-out of Rates Exotic products pricing capability in our in-house quantitative library. The contract will pay up-to £850 per day. The successful candidate will have prior experience of working within structured products, rates and trading as well as strong knowledge of interest rate term structure modelling. Essential skills required to be successful in this role include: *Experience in a Front Office Quantitative Research role, working in a large C++ library within a bank *Strong knowledge of interest rate term structure modelling: knowing either the Hull White or the Linear Gaussian model is an absolute must. *A minimum of a M.Sc. in Mathematics *Rates and Inflation are the preferred asset If you have the above skills and are interested in finding out more then please apply immediately with an up to date CV!

Nov 05, 2017

Contractor

Quantitative Analyst (Front Office, C++) My client, a large financial services client based in London, is looking to hire a Quantitative Analyst (Front Office, C++) on initial 12 month contracts to come in and support the build-out of Rates Exotic products pricing capability in our in-house quantitative library. The contract will pay up-to £850 per day. The successful candidate will have prior experience of working within structured products, rates and trading as well as strong knowledge of interest rate term structure modelling. Essential skills required to be successful in this role include: *Experience in a Front Office Quantitative Research role, working in a large C++ library within a bank *Strong knowledge of interest rate term structure modelling: knowing either the Hull White or the Linear Gaussian model is an absolute must. *A minimum of a M.Sc. in Mathematics *Rates and Inflation are the preferred asset If you have the above skills and are interested in finding out more then please apply immediately with an up to date CV!